That is a VERY VERY DANGEROUS approach! I STRONGLY advise against it! The problem is two-fold. First, you're running the Nautilus file manager as root, which means that you can do immense damage to Linux and/or OS X by a sloppy mistake, such as clicking the wrong confirmation button, dragging files to the wrong location, etc. Second, when you copy files and create subdirectories, they'll probably be owned by root, which means you may need root access to make further changes, which means you'll be creating a requirement for yet more root access, thus increasing future risks.

Instead, you should synchronize your user ID (UID) numbers, and perhaps your group ID (GID) numbers, across Linux and OS X. This can be done with the usermod command in Linux, along with a chown command to change ownership of your regular files:

sudo usermod -u 501 yourusername
sudo chown -R 501 /home/yourusername

It's conceivable you'll need to log out and back in again between those commands. (In fact, this is best done via a direct root login, but Ubuntu disables this type of access by default.) You may need to adjust the UID value (501 here) to something else, depending on what you use in OS X. You will obviously also need to change "yourusername" to something appropriate.

When this is done, you should be able to read and write all the same directories on your HFS+ partition(s) in both OSes from a regular login, without using a dangerous sudo operation every time.